Lecture20 FFT S

COSC6365 Lennart Johnsson
2014-04-01
Introduction to HPC
Lecture 20
Lennart Johnsson
Dept of Computer Science

2014-04-01
Fast Fourier Transform
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Signal
Image Processing
Processing Medical In Radio
In Electron Imaging Astronomy Modeling and
Microscopy Solution of PDEs

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FFT O(PlogP)
Cooley-Tukey, radix-2, -4, -8, .
Mixed-radix Cooley-Tukey (MR)
Prime Factor Algorithm (PFA)
Split-radix (SR)
Raders Algorithm
Transforms on real data
Sine, Cosine transforms: transforms on
real data with symmetry (odd and even
symmetry, respectively)
(Cosine transforms are used for JPEG, MPEG, )
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The Fast Fourier Transform
The Discrete Fourier Transform (DFT)

P-1
2i
X(m) = Pmj x(j), V m [0,P-1], P = e-

P
j=0
The Inverse Discrete Fourier Transform (IDFT)

P-1
2i
x(j) = Pmj X(m), V j [0,P-1], P = e-

P
j=0

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The DFT
X(0) 1 1 1 1 .. 1 x(0)
X(1) 1 P1 P2 P3 . P(P-1) x(1)
X(2) x(2)
1 1 P P P . P
2 4 6 2(P-1)
=
X(3) P 1 P3 P 6 P 9 . P 3(P-1) x(3)
.
.
.
X(P-1) 1 P(P-1) P(P-1)2 P(P-1)3 . P(P-1)(P-1) x(P-1)
X = Wx
The DFT is indeed Matrix-vector multiplication
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The Inverse DFT

x(0) 1 1 1 1 .. 1 X(0)
x(1) 1 P -1 P -2 P -3 . P -(P-1) X(1)
x(2) X(2)
1 1 P P-4 P-6 . P-2(P-1)
-2
1
= = W-1X
x(3) P 1 P-3 P -6 P -9 . P -3(P-1) X(3) P
.
.
.
.
x(P-1) 1 P-(P-1) P-(P-1)2 P-(P-1)3 . P-(P-1)(P-1) X(P-1)
Thus, the elements of W-1 are the inverse of the elements of W
P-1 P-1 = P if i=j

Proof: Pik P-kj = P(i-j)k
k=0 k=0 =( (i-j)P -1)/((i-j) -1)= 0 if ij

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FFT
Decimation-in-time (DIT)
Decimation-in-frequency (DIF)
Ordered vs scrambled (bit-reversed)
Self-sorting
In-place

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DIF FFT
P
-1 1
-i Now, consider even and odd l
Two half sized DFTs!

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DIF FFT
First computation step
The butterfly
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DIF FFT
First computation step

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DIF FFT
Result after recursive application of DIF splitting formula
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DIF FFT
Bit-reversed order (scrambled)

Normal order

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DIF FFT Twiddle factors

Only half as many as
the number of data
points (half of the unit
circle)
First stage use all P/2
rotations of P
2nd stage use every
other twiddle factor
3rd stage use every
fourth
.
First stage, twiddle
exponent: if msb=1,
then the remaining bits
define exponent
2nd stage, if msb-1=1,
then remaining lower
order bits define
exponent of P/2

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Normal and Bit-Reversed orders

Index Binary code Reversed binary code Bit-reversed index
0 0000 0000 0
1 0001 1000 8
2 0010 0100 4
3 0011 1100 12
4 0100 0010 2
5 0101 1010 10
6 0110 0110 6
7 0111 1110 14
8 1000 0001 1
9 1001 1001 9
10 1010 0101 5
11 1011 1101 13
12 1100 0011 3
13 1101 1011 11
14 1110 0111 7
15 1111 1111 15

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DIT FFT
Now consider l and l+P/2
since
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DIT FFT
The last computation step
The DIT butterfly

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DIT FFT
Result after recursive application of DIT splitting formula
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DIT FFT
Bit-reversed order (scrambled)
COSC6365 Normal order

Lennart Johnsson
2014-04-01
DIT FFT Twiddle factors

Only half as many as
the number of data
points (half of the unit
circle)
Last stage use all P/2
rotations of P
2nd to last stage use
every other twiddle
factor
3rd to last stage use
every fourth
.
Last stage, twiddle
exponent: if msb=1,
then the remaining bits
define exponent
2nd to last stage, if msb-
1=1 of result index,
then remaining lower
order bits define
exponent of P/2

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DIF vs DIT FFT

DIF
Normal input order, bit-reversed output
All P/2 twiddles used in first stage, every 2nd twiddle
second stage, every fourth in 3rd stage etc.
Twiddle exponent computed based on source index
DIT
Bit-reversed input, normal output
All P/2 twiddles used in last stage, every 2nd twiddle in
second last stage, every fourth in 3rd third last stage
etc.
Twiddle index computed based on result index
Both compute butterflies on
successively lower order bits of source index!

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DIF FFT
Normal to Bit-reversed order Bit-reversed to Normal order
DIF can be used for either normal or bit-reversed input order!

Output order always bit-reverse of input order!
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DIT FFT
Bit-reversed to Normal order Normal to Bit-reversed order
DIT can be used for either normal or bit-reversed input order!

Output order always bit-reverse of input order!

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FFT followed by Inverse FFT

DIF DIT
Use inverse twiddles for the inverse FFT

No bit-reversal necessary!
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DIF DIF

But? Twiddles!!! Allocation for forward and inverse different!!

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DIT DIT

But? Twiddles!!! Allocation for forward and inverse different!!
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DIT DIF

Twiddle allocation for forward and inverse the same!!

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Radix-4 DIF FFT
For rewrite as
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DIF followed by DIT, or DIT followed by DFT have
same twiddle allocation which is important in
parallel computation
DIT followed by DIT or DFT followed by DFT have
different twiddle allocation for forward and inverse
FFT. Problem in parallel computation (more
twiddle storage than necessary)
We illustrated this for normal input order. Same is
true for bit-reversed input order
Since bit-reversal is its own inverse, no explicit bit-
reversal necessary to restore input order for
forward followed by inverse FFT

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Radix-4 DIF FFT
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Radix-4 DIT FFT
With rewrite as

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Radix-4 DIT FFT
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Radix-8 DIF FFT

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Radix-8 DIT FFT
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FFT: arithmetic and memory ops

Butterflies
Arithmetic Operations Storage References
FFT Add/Sub Mult Total Data Twiddles Total
Radix-2 6 4 10 8 2 10
Radix-4 22 12 34 16 6 22
Radix-8 66 32 98 32 14 46
FFT
Arithmetic Operations Storage References
FFT Add/Sub Mult Total Data Twiddles Total
Radix-2 3Pp 2Pp 5Pp 4Pp Pp 5Pp
Radix-4 (22/8)Pp (12/8)Pp (17/4)Pp (16/8)Pp (6/8)Pp (11/4)Pp
Radix-8 (66/24)Pp (32/24)Pp (49/12)Pp (32/24)Pp (14/24)Pp (23/12)Pp

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Parallel FFT Data allocation

Example: Power-of-two data set, power-of-two processors
Consecutive data allocation Cyclic data allocation
P0 P1 P2 P3 P4 P5 P6 P7 P0 P1 P2 P3 P4 P5 P6 P7
0 4 8 12 16 20 24 28 0 1 2 3 4 5 6 7
1 5 9 13 17 21 25 29 8 9 10 11 12 13 14 15
2 6 10 14 18 22 26 30 16 17 18 19 20 21 22 23
3 7 11 15 19 23 27 31 24 25 26 27 28 29 30 31
Communication
Input order Consecutive Cyclic
Normal First n stages Last n stages
Bit-reversed Last n stages First n stages
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Parallel Radix-2 DIT FFT
Processor 0
Processor 1
Processor 2
Processor 3
Communication Local

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Parallel Radix-2 FFT + Inverse FFT

DIT DIF
Processor 0
Processor 1
Processor 2
Processor 3
Processor twiddle factor subset the same in forward and inverse FFT
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Parallel Radix-2 + Inverse FFT

DIF DIT


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Permutation based parallel FFT

Block allocation
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 Data for the first radix-2
Initial Alloc. 0 2 4 6 8 10 12 14 stage cannot be performed
1 3 5 7 9 11 13 15 locally! Data for the first
stage is half the processor
address range apart
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Block allocation
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 First radix-2 stage can be
Initial Alloc. 0 2 4 6 8 10 12 14 performed concurrently
1 3 5 7 9 11 13 15 without communication
Exchange 0 2 4 6 1 3 5 7 after the exchange!
8 10 12 14 9 11 13 15
No further stages can be
performed locally

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Block allocation
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 2nd radix-2 stage can be
Initial Alloc. 0 2 4 6 8 10 12 14 performed concurrently
1 3 5 7 9 11 13 15 without communication
After 1st 0 2 4 6 1 3 5 7 after the exchange!
Exch. 8 10 12 14 9 11 13 15
After 2nd 0 2 8 10 1 3 9 11 No further stages can be
Exch. 4 6 12 14 5 7 13 15 performed locally
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Block allocation
Proc ID P0 P1 P2 P3 P4 P5 P6 P7
Initial Alloc. 0 2 4 6 8 10 12 14 3rd radix-2 stage can be
1 3 5 7 9 11 13 15 performed concurrently
After 1st 0 2 4 6 1 3 5 7 without communication
Exch. 8 10 12 14 9 11 13 15 after the exchange!
After 2nd 0 2 8 10 1 3 9 11
Exch. 4 6 12 14 5 7 13 15 Last stage cannot be be
After 3rd 0 4 8 12 1 5 9 13 performed locally
Exch. 2 6 10 14 3 7 11 15

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Block allocation
Initial Alloc. 0 2 4 6 8 10 12 14 Last (4th) radix-2 stage
1 3 5 7 9 11 13 15 can be performed
After 1st 0 2 4 6 1 3 5 7 concurrently without
Exch. 8 10 12 14 9 11 13 15 communication after the
After 2nd 0 2 8 10 1 3 9 11 exchange!
Exch. 4 6 12 14 5 7 13 15
After 3rd 0 4 8 12 1 5 9 13 Note, the last exchange
Exch. 2 6 10 14 3 7 11 15 stage is the same as the
After 4th 0 4 8 12 2 6 10 14 first!
Exch. 1 5 9 13 3 7 11 15
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Block allocation
Initial Alloc. 0 2 4 6 8 10 12 14 Four exchanges even
1 3 5 7 9 11 13 15 though there are only
After 1st 0 2 4 6 1 3 5 7 three bits used for
Exch. 8 10 12 14 9 11 13 15 processor addresses!
After 2nd 0 2 8 10 1 3 9 11
Exch. 4 6 12 14 5 7 13 15 All butterflies local!
After 3rd 0 4 8 12 1 5 9 13
Exch. 2 6 10 14 3 7 11 15
After 4th 0 4 8 12 2 6 10 14
Exch. 1 5 9 13 3 7 11 15
Data permuted!! Unshuffle on nonlocal

(all indices for source, index (left cyclic shift)!!
output index bit-reverse of indices above)

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The unshuffle How did it happen?

Index
Initial allocation (3 2 1 | 0)
Step 1: exchange (0 2 1 | 3)
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Block allocation
Initial Alloc. 0 4 8 12 16 20 24 28 All butterflies local!
1 5 9 13 17 21 25 29
2 6 10 14 18 22 26 30
3 7 11 15 19 23 27 31 Four exchanges!
After 1st Exch. 0 4 8 12 2 6 10 14
1 5 9 13 3 7 11 15
16
17
20
21
24
25
28
29
18
19
22
23
26
27
30
31
Data permuted!!
After 2nd Exch. 0 4 16 20 2 6 18 22 (all indices for source,
1 5 17 21 3 7 19 23
8 12 24 28 10 14 26 30 output index bit-
9 13 25 29 11 15 27 31
After 3rd Exch. 0 8 16 24 2 10 18 26 reverse of indices
1
4
9
12
17
20
25
28
3
6
11
14
19
22
27
30 above)
5 13 21 29 7 15 23 31
After 4th Exch. 0 8 16 24 4 12 20 28
1
2
9
10
17
18
25
26
5
6
13
14
21
22
29
30 Unshuffle on nonlocal
3 11 19 27 7 15 23 31
index (left cyclic shift)!!

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Permutation based FFT

Proc ID P0 P1 P2 P3 P4 P5 P6 P7 Exchanges based on blocks
Initial Alloc. 0
1
4
5
8
9
12
13
16
17
20
21
24
25
28
29
defined by local msb
2 6 10 14 18 22 26 30
3 7 11 15 19 23 27 31
After 1st Exch. 0 4 8 12 2 6 10 14 (4 3 2 |1 0)
1 5 9 13 3 7 11 15
16 20 24 28 18 22 26 30 (1 3 2 |4 0)
17 21 25 29 19 23 27 31
After 2nd Exch. 0 4 16 20 2 6 18 22
1
8
5
12
17
24
21
28
3
10
7
14
19
26
23
30
(1 4 2 |3 0)
9 13 25 29 11 15 27 31
After 3rd Exch. 0 8 16 24 2 10 18 26
1
4
9
12
17
20
25
28
3
6
11
14
19
22
27
30
(1 4 3 |2 0)
5 13 21 29 7 15 23 31
After 4th Exch. 0 8 16 24 4 12 20 28
1 9 17 25 5 13 21 29 (2 4 3 |1 0)
2 10 18 26 6 14 22 30
3 11 19 27 7 15 23 31
(p-addr|m-addr)
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Proc ID P0 P1 P2 P3 P4 P5 P6 P7 Exchanges based on blocks
Initial Alloc. 0
1
4
5
8
9
12
13
16
17
20
21
24
25
28
29 defined by local lsb
2 6 10 14 18 22 26 30
3 7 11 15 19 23 27 31 (4 3 2 |1 0)
After 1st Exch. 0 4 8 12 1 5 9 13
16 20 24 28 17 21 25 29
2 6 10 14 3 7 11 15
18 22 26 30 19 23 27 31 (0 3 2 |1 4)
After 2nd Exch. 0 4 16 20 1 5 17 21
8 12 24 28 9 13 25 29
2
10
6
14
18
26
22
30
3
11
7
15
19
27
23
31
(0 4 2 |1 3)
After 3rd Exch. 0 8 16 24 1 9 17 25
4 12 20 28 5 13 21 29
2 10 18 26 3 11 19 27 (0 4 3 |1 2)
6 14 22 30 7 15 23 31
After 4th Exch. 0 8 16 24 4 12 20 28
1
2
9
10
17
18
25
26
5
6
13
14
21
22
29
30
(2 4 3 |1 0)
3 11 19 27 7 15 23 31
(p-addr|m-addr)

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Minimizing the number of permutations

(p-addr|m-addr)
(4 3 2 |1 0) (4 3 2 |1 0) (4 3 2 |1 0) (4 3 2 |1 0)
(1 0 2 |4 3) (1 0 2 |4 3) (1 0 2 |4 3) (..|.)
(1 0 3 |4 2) (1 0 4 |2 3) (4 0 3 |1 2) (..|.)
(4 2 3 |1 0) (2 3 4 |1 0) (4 2 3 |1 0) (. |.)
Three permutations instead of four many ways
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4-section Exchange
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12 P13 P14 P15 Sequence
Initial Alloc. 0 4 8 12 16 20 24 28 32 36 40 44 48 52 56 60
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61
2 6 10 14 18 22 26 30 34 38 42 46 50 54 58 62
(5432|10)
3 7 11 15 19 23 27 31 35 39 43 47 51 55 59 63
After 1st Exch. 0 4 8 12 1 5 9 13 2 6 10 14 3 7 11 15
16 20 24 28 17 21 25 29 18 22 26 30 19 23 27 31
32 36 40 44 33 37 41 45 34 38 42 46 35 39 43 47 (1032|54)
48 52 56 60 49 53 57 61 50 54 58 62 51 55 59 63
After 2nd Exch. 0 16 32 48 1 17 33 49 2 18 34 50 3 19 35 51
4 20 36 52 5 21 37 53 6 22 38 54 7 23 39 55
8 24 40 56 9 25 41 57 10 26 42 58 11 37 43 59 (1054|32)
12 28 44 60 13 29 45 61 14 30 46 62 15 31 47 63
After 3rd Exch. 0 16 32 48 4 20 36 52 8 24 40 56 12 28 44 60
1 17 33 49 5 21 37 53 9 25 41 57 13 29 45 61
2 18 34 50 6 14 22 30 10 26 42 58 14 30 46 62 (3254|10)
3 19 35 51 7 15 23 31 11 37 43 59 15 31 47 63

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Cyclic data allocation
All butterflies local!
Initial Alloc. 0 1 2 3 4 5 6 7
8 9 10 11 12 13 14 15
After 1st 0 1 2 3 8 9 10 11 Three exchanges!
Exch. 4 5 6 7 12 13 14 15
After 2nd 0 1 4 5 8 9 12 13 Data permuted!!
Exch. 2 3 6 7 10 11 14 15
After 3rd 0 2 4 6 8 10 12 14
Consecutive order
Exch. 1 3 5 7 9 11 13 15 after exchange
sequence
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Cyclic data allocation Exchange
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 sequence
Initial Alloc. 0 1 2 3 4 5 6 7 (3 | 2 1 0)
8 9 10 11 12 13 14 15
After 1st 0 1 2 3 8 9 10 11
Exch. 4 5 6 7 12 13 14 15 (2 | 3 1 0)
After 2nd 0 1 4 5 8 9 12 13
Exch. 2 3 6 7 10 11 14 15 (1 | 3 2 0)
After 3rd 0 2 4 6 8 10 12 14
Exch. 1 3 5 7 9 11 13 15
(0 | 3 2 1)
Consecutive order!! (m-addr|p-addr)

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FFT computations carried out from msb to
lsb in data index (always)
To achieve that all computations are local
permutation depends on data allocation
(and if the FFT is self sorting)
Exchanges affect memory access strides
both in carrying out permutations, and in
carrying out butterfly computations
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Parallel unordered FFT

communication requirements

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Cyclic data allocation, DIF without permutations, twiddles
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 Proc ID P0 P1 P2 P3 P4 P5 P6 P7
0 1 2 3 4 5 6 7
8 9 10 11 12 13 14 15
16 17 18 19 20 21 22 23
Input 24 25 26 27 28 29 30 31 Twiddle
index 32 33 34 35 36 37 38 39 expon. 0 1 2 3 4 5 6 7
40 41 42 43 44 45 46 47 1st stage 8 9 10 11 12 13 14 15
48 49 50 51 52 53 54 55 16 17 18 19 20 21 22 23
56 57 58 59 60 61 62 63 24 25 26 27 28 29 30 31
0 4 8 12 16 20 24 28
0 2 4 6 8 10 12 14
Twiddle 16 18 20 22 24 26 28 30 Twiddle 0 4 8 12 16 20 24 28
expon. expon.
2nd 3rd stage 0 4 8 12 16 20 24 28
stage 0 2 4 6 8 10 12 14
16 18 20 22 24 26 28 30 0 4 8 12 16 20 24 28
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Cyclic data allocation, DIF without permutations
0 8 16 24 0 16 0 16
0 8 16 24 0 16 0 16
0 8 16 24 0 16 0 16
Twiddle 0 8 16 24 Twiddle 0 16 0 16
expon. 0 8 16 24 expon. 0 16 0 16
4th 0 8 16 24 5th stage 0 16 0 16
stage 0 8 16 24 0 16 0 16
0 8 16 24 0 16 0 16

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Twiddle factor allocation
29
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DIT permutation based FFT twiddles
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12 P13 P14 P15
0 4 8 12 16 20 24 28 32 36 40 44 48 52 56 60
Initial Alloc. 1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61
2 6 10 14 18 22 26 30 34 38 42 46 50 54 58 62
3 7 11 15 19 23 27 31 35 39 43 47 51 55 59 63
Twiddle
expon. 1st 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
stage 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Twiddle 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
expon. 2nd
stage 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16
Twiddle
expon. 3rd 0 16 8 24 0 16 8 24 0 16 8 24 0 16 8 24
stage 0 16 8 24 0 16 8 24 0 16 8 24 0 16 8 24
Twiddle 0 8 4 12 0 8 4 12 0 8 4 12 0 8 4 12
expon. 4th
stage 16 24 20 28 16 24 20 28 16 24 20 28 16 24 20 28

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DIT permutation based FFT twiddles
Proc ID P0 P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12 P13 P14 P15
Twiddle
expon. 5th 0 4 2 6 16 20 18 22 8 12 10 14 24 28 26 30
stage 0 4 2 6 16 20 18 22 8 12 10 14 24 28 26 30
Twiddle 0 2 1 3 8 10 9 11 4 6 5 7 12 14 13 15
expon. 6th
stage 16 18 17 19 24 26 25 27 20 22 21 23 28 30 29 31
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Four step FFT

Constructing the four step FFT
Factorize N in two equal (palindrome) factors N N N
1. Compute first rank, N FFTs of size N

2. Multiply with twiddle factors
3. Transpose N N matrix
4. Compute last rank, N FFTs of size N
FFT4 FFT4
FFT4 FFT4
FFT4 FFT4
FFT4 FFT4

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Square Transpose
(c)
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Square Transpose
Xeon Clovertown Opteron 285

Memory 10.6 GB/s, 80-280 cycles Memory 6.4 GB/s, 150 cycles
L1 Cache 32K/core, 64B, 8way, 3 cycles L1 Cache 64K/core, 64B, 2way, 3 cycles
L2 Cache 8M/dual, 64B, 16way, 14 cycles L2 Cache 1M/core, 64B, 16way, 12 cycles

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Parallel FFT on Binary n-Cube
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Pipelined FFT on n-cube

Time Memory Processor
step location
0 1 2 3 4 5 6 7
4 5
0 2 2 2 2 2 2 2 2
0 1 Time step 0
1 - - - - - - - -
0 2 - - - - - - - - 6 7
3 - - - - - - - -
4 - - - - - - - -
0 1 1 1 1 1 1 1 1 2 3
1 2 2 2 2 2 2 2 2
1 2 - - - - - - - -
4 5
3 - - - - - - - - Time step 1
4 - - - - - - - - 0 1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
6 7
2 2 2 2 2 2 2 2 2 2
3 - - - - - - - -
4 - - - - - - - -
2 3
0 - - - - - - - - 4 5
1 0 0 0 0 0 0 0 0
3 2 1 1 1 1 1 1 1 1
0 1 Time step 2
3 2 2 2 2 2 2 2 2
4 - - - - - - - - 6 7
The Table entry is network dimension starting
2 3
with the dimension corresponding to the msb
of the p-addr)
The first four steps of a pipelined, in-place, FFT on a 3-cube

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Pipelined Bi-section FFT on n-cube

Time Memory Processor
step location
0 1 2 3 4 5 6 7 4 5
0 - - - - 2 2 2 2
1 2 2 2 2 - - - -
0 1 Time step 0
0 2 - - - - - - - -
3 - - - - - - - - 6 7
4 - - - - - - - -
5 - - - - - - - -
0 - - 1 1 - - 1 1 2 3
1
1
2
1
-
1
-
-
-
-
-
1
2
1
2
-
2
-
2
4 5
3 2 2 2 2 - - - - Time step 1
4 - - - - - - - - 0 1
5 - - - - - - - -
6 7
0 - 0 - 0 - 0 - 0
1 0 - 0 - 0 - 0 -
2 2
3
-
1
-
1
1
-
1
-
-
1
-
1
1
-
1
-
2 3
4 - - - - 2 2 2 2 4 5
5 2 2 2 2 - - - -
0 - - - - - - - - 0 1 Time step 2
1 - - - - - - -
3 2 - 0 - 0 - 0 - 0 6 7
3 0 - 0 - 0 - 0 -
4 - - 1 1 - - 1 1
5 1 1 - - 1 1 - - 2 3
The first four steps of a pipelined, in-place, FFT on a 3-cube
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Pipelined, 1-D, in-place, FFT on 11-cube
Performance of a pipelined, one-dimensional, in-place, radix-2, FFT on

a 11-cube as a function of data allocation (mesh shape of the 11-cube)

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Pipelined, 2-D, in-place, FFT on 11-cube
Performance of a pipelined, two-dimensional, in-place, radix-2, FFT on

a 11-cube as a function of data allocation (mesh shape of the 11-cube)
34

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COSC6365 Lennart Johnsson

COSC6365 Lennart Johnsson

Fast Fourier Transform

COSC6365 Lennart Johnsson

The Fast Fourier Transform

The Discrete Fourier Transform (DFT)

The Inverse Discrete Fourier Transform (IDFT)

COSC6365 Lennart Johnsson

X(P-1) 1 P(P-1) P(P-1)2 P(P-1)3 . P(P-1)(P-1) x(P-1)

The Inverse DFT

Thus, the elements of W-1 are the inverse of the elements of W

P-1 P-1 = P if i=j

COSC6365 Lennart Johnsson

-i Now, consider even and odd l

Two half sized DFTs!

COSC6365 Lennart Johnsson

COSC6365 Lennart Johnsson

Bit-reversed order (scrambled)

COSC6365 Lennart Johnsson

DIF FFT Twiddle factors

Normal and Bit-Reversed orders

COSC6365 Lennart Johnsson

Now consider l and l+P/2

COSC6365 Lennart Johnsson

COSC6365 Normal order

DIT FFT Twiddle factors

DIF vs DIT FFT

COSC6365 Lennart Johnsson

DIF can be used for either normal or bit-reversed input order!

DIT can be used for either normal or bit-reversed input order!

COSC6365 Lennart Johnsson

FFT followed by Inverse FFT

Use inverse twiddles for the inverse FFT

FFT followed by Inverse FFT

Use inverse twiddles for the inverse FFT

COSC6365 Lennart Johnsson

FFT followed by Inverse FFT

Use inverse twiddles for the inverse FFT

FFT followed by Inverse FFT

Use inverse twiddles for the inverse FFT

COSC6365 Lennart Johnsson

Radix-4 DIF FFT

FFT followed by Inverse FFT

COSC6365 Lennart Johnsson

Radix-4 DIF FFT

Radix-4 DIT FFT

COSC6365 Lennart Johnsson

Radix-4 DIT FFT

Radix-8 DIF FFT

COSC6365 Lennart Johnsson

Radix-8 DIT FFT

FFT: arithmetic and memory ops

COSC6365 Lennart Johnsson

Parallel FFT Data allocation

Parallel Radix-2 DIT FFT

COSC6365 Lennart Johnsson

Parallel Radix-2 FFT + Inverse FFT

Parallel Radix-2 + Inverse FFT

Use inverse twiddles for the inverse FFT

COSC6365 Lennart Johnsson

Permutation based parallel FFT

Permutation based parallel FFT

COSC6365 Lennart Johnsson

Permutation based parallel FFT